+463.9%
LLY vs KEY
+16.6%
+447.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.7% | +1.6% | +4.1% |
| 7D | +0.1% | -0.4% | +0.4% | +0.1% |
| 30D | +19.7% | +7.2% | +12.5% | +19.3% |
| 3M | +19.3% | -4.9% | +24.2% | +19.5% |
| 6M | +49.3% | +1.1% | +48.3% | +49.1% |
| YTD | +32.0% | +6.8% | +25.2% | +31.3% |
| 1Y | +53.7% | +23.3% | +30.4% | +51.7% |
| 3Y | +143.7% | +126.1% | +17.7% | +134.8% |
| 5Y | +463.9% | +15.2% | +448.7% | +463.1% |
| All | +463.9% | +16.6% | +447.3% | +463.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KEY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling